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SUMMARY:Probabilistic Numerical Computation: A New Concept? - Prof. Mark G
 irolami (University of Warwick)
DTSTART:20161117T110000Z
DTEND:20161117T120000Z
UID:TALK69133@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:Ambitious mathematical models of highly complex natural phenom
 ena are challenging to analyse\, and more and more computationally expensi
 ve to evaluate. This is a particularly acute problem for many tasks of int
 erest and numerical methods will tend to be slow\, due to the complexity o
 f the models\, and potentially lead to sub-optimal solutions with high lev
 els of uncertainty which needs to be accounted for and subsequently propag
 ated in the statistical reasoning process. This talk will introduce our co
 ntributions to an emerging area of research defining a nexus of applied ma
 thematics\, statistical science and computer science\, called "probabilist
 ic numerics". The aim is to consider numerical problems from a statistical
  viewpoint\, and as such provide numerical methods for which numerical err
 or can be quantified and controlled in a probabilistic manner. This philos
 ophy will be illustrated on problems ranging from predictive policing via 
 crime modelling to computer vision\, where probabilistic numerical methods
  provide a rich and essential quantification of the uncertainty associated
  with such models and their computation. \n
LOCATION:CBL Room BE-438\, Department of Engineering
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